Citation analysis for Stochastic Processes and their Applications / Elsevier

Citation Profile [Updated: 2023-11-03 08:28:08]

5 Years H Index

Impact Factor (IF)

0.28

5 Years IF

0.27

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1973			0		24	24	0		0
1974			0		24	48	0		0
1975			0		24	72	0		0
1976			0		24	96	0		0
1977			0		35	131	0	1	0
1978			0		66	197	0		0
1979			0		39	236	0	2	0
1980			0		19	255	0	1	0
1981			0		31	286	0	2	0							1
1982			0		38	324	0		0
1983			0		39	363	0	1	0
1984			0		65	428	0	3	0
1985			0		54	482	0	4	0
1986			0		62	544	0	1	0
1987			0		84	628	0	5	0
1988			0		64	692	0	4	0
1989			0		66	758	0	13	0
1990	0.01	0.11	0.01	0.01	66	824	189	10	10	130	1	330	4		0		0	0.05
1991	0.01	0.1	0.01	0	66	890	276	8	18	132	1	342	1		0		0	0.05
1992	0	0.11	0.01	0	84	974	354	7	25	132		346	1		0		0	0.05
1993	0.01	0.13	0.01	0.01	103	1077	335	12	37	150	1	346	3		0		0	0.06
1994	0	0.14	0.01	0	128	1205	454	7	45	187		385	1		0		0	0.07
1995	0.12	0.22	0.1	0.12	119	1324	531	128	173	231	27	447	52	78	60.9	3	0.03	0.1
1996	0.12	0.25	0.09	0.11	90	1414	374	128	301	247	30	500	54	53	41.4		0	0.12
1997	0.14	0.24	0.12	0.13	104	1518	363	176	477	209	30	524	67	71	40.3	6	0.06	0.11
1998	0.1	0.28	0.11	0.11	84	1602	486	171	649	194	19	544	62	63	36.8	5	0.06	0.13
1999	0.14	0.3	0.13	0.13	104	1706	544	216	865	188	27	525	68	76	35.2	3	0.03	0.15
2000	0.11	0.36	0.12	0.12	108	1814	549	217	1082	188	21	501	62	74	34.1	6	0.06	0.16
2001	0.16	0.38	0.14	0.15	94	1908	374	265	1348	212	33	490	73	80	30.2	5	0.05	0.17
2002	0.12	0.41	0.1	0.12	73	1981	515	206	1554	202	24	494	58	50	24.3	1	0.01	0.21
2003	0.14	0.44	0.13	0.13	79	2060	644	267	1823	167	24	463	61	47	17.6	6	0.08	0.22
2004	0.23	0.49	0.14	0.19	92	2152	676	312	2135	152	35	458	87	75	24	7	0.08	0.22
2005	0.19	0.5	0.12	0.16	90	2242	492	277	2412	171	32	446	71	61	22	2	0.02	0.23
2006	0.21	0.5	0.14	0.21	95	2337	619	325	2737	182	39	428	92	82	25.2	9	0.09	0.22
2007	0.21	0.46	0.16	0.22	95	2432	535	383	3120	185	38	429	96	89	23.2	1	0.01	0.2
2008	0.31	0.49	0.2	0.28	103	2535	675	513	3635	190	58	451	128	92	17.9	17	0.17	0.23
2009	0.25	0.47	0.22	0.29	178	2713	1083	584	4219	198	50	475	136	175	30	17	0.1	0.24
2010	0.28	0.48	0.21	0.31	110	2823	580	583	4802	281	78	561	173	127	21.8	11	0.1	0.21
2011	0.26	0.52	0.19	0.28	127	2950	649	563	5366	288	76	581	161	136	24.2	7	0.06	0.24
2012	0.22	0.52	0.2	0.27	116	3066	316	618	5984	237	53	613	163	129	20.9	6	0.05	0.22
2013	0.3	0.56	0.25	0.3	140	3206	610	813	6800	243	73	634	193	148	18.2	8	0.06	0.24
2014	0.29	0.55	0.25	0.36	121	3327	457	845	7645	256	73	671	242	174	20.6	19	0.16	0.23
2015	0.35	0.55	0.3	0.35	162	3489	391	1053	8699	261	91	614	217	218	20.7	8	0.05	0.23
2016	0.27	0.53	0.26	0.29	143	3632	357	944	9646	283	76	666	195	147	15.6	19	0.13	0.21
2017	0.3	0.54	0.3	0.34	140	3772	300	1127	10775	305	90	682	229	223	19.8	17	0.12	0.22
2018	0.3	0.56	0.29	0.29	146	3918	204	1117	11892	283	84	706	205	245	21.9	11	0.08	0.24
2019	0.31	0.58	0.3	0.32	181	4099	260	1239	13132	286	90	712	228	264	21.3	8	0.04	0.23
2020	0.29	0.7	0.3	0.29	249	4348	197	1314	14447	327	95	772	226	335	25.5	12	0.05	0.33
2021	0.25	0.87	0.27	0.25	135	4483	81	1226	15674	430	107	859	215	233	19	6	0.04	0.32
2022	0.28	1	0.26	0.27	190	4673	43	1205	16879	384	108	851	230	283	23.5	12	0.06	0.31

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	1981	Martingales and stochastic integrals in the theory of continuous trading. (1981). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260. Full description at Econpapers \|\| Download paper	687
2	2009	Microstructure noise in the continuous case: The pre-averaging approach. (2009). Podolskij, Mark ; Jacod, Jean ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276. Full description at Econpapers \|\| Download paper	280
3	2004	Dynamic coherent risk measures. (2004). Riedel, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:112:y:2004:i:2:p:185-200. Full description at Econpapers \|\| Download paper	167
4	2008	Asymptotic properties of realized power variations and related functionals of semimartingales. (2008). Jacod, Jean. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:4:p:517-559. Full description at Econpapers \|\| Download paper	122
5	2004	Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. (2004). Bouchard, Bruno ; Touzi, Nizar. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:111:y:2004:i:2:p:175-206. Full description at Econpapers \|\| Download paper	114
6	2002	Environmental Brownian noise suppresses explosions in population dynamics. (2002). Renshaw, Eric ; Mao, Xuerong ; Marion, Glenn . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:1:p:95-110. Full description at Econpapers \|\| Download paper	109
7	1999	A new weak dependence condition and applications to moment inequalities. (1999). Doukhan, Paul ; Louhichi, Sana . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:84:y:1999:i:2:p:313-342. Full description at Econpapers \|\| Download paper	106
8	2004	Russian and American put options under exponential phase-type LÃÂ©vy models. (2004). Avram, Florin ; Asmussen, Soren ; Pistorius, Martijn R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:109:y:2004:i:1:p:79-111. Full description at Econpapers \|\| Download paper	106
9	1983	A stochastic calculus model of continuous trading: Complete markets. (1983). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:15:y:1983:i:3:p:313-316. Full description at Econpapers \|\| Download paper	104
10	2006	Limit theorems for multipower variation in the presence of jumps. (2006). Shephard, Neil ; Winkel, Matthias ; Barndorff-Nielsen, Ole E.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:5:p:796-806. Full description at Econpapers \|\| Download paper	103
11	2002	Regular variation of GARCH processes. (2002). Basrak, Bojan ; Mikosch, Thomas ; Davis, Richard A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:1:p:95-115. Full description at Econpapers \|\| Download paper	99
12	2003	On the optimal stopping problem for one-dimensional diffusions. (2003). Karatzas, Ioannis ; Dayanik, Savas . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212. Full description at Econpapers \|\| Download paper	97
13	1991	Option hedging for semimartingales. (1991). Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:37:y:1991:i:2:p:339-363. Full description at Econpapers \|\| Download paper	89
14	2008	Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. (2008). Peng, Shige. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:12:p:2223-2253. Full description at Econpapers \|\| Download paper	83
15	1998	Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:263-286. Full description at Econpapers \|\| Download paper	77
16	1998	Optimal trading strategy for an investor: the case of partial information. (1998). Lakner, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:76:y:1998:i:1:p:77-97. Full description at Econpapers \|\| Download paper	76
17	2000	Weak convergence of multivariate fractional processes. (2000). Marinucci, D. ; Robinson, P. M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:86:y:2000:i:1:p:103-120. Full description at Econpapers \|\| Download paper	76
18	2003	Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (2003). Tsitsiashvili, Gurami ; Tang, Qihe. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:2:p:299-325. Full description at Econpapers \|\| Download paper	74
19	1985	Some mixing properties of time series models. (1985). Tran, Lanh T. ; Pham, Tuan D.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:19:y:1985:i:2:p:297-303. Full description at Econpapers \|\| Download paper	72
20	1996	On the Kullback-Leibler information divergence of locally stationary processes. (1996). Dahlhaus, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:62:y:1996:i:1:p:139-168. Full description at Econpapers \|\| Download paper	68
21	1992	Maximum-likelihood estimation for hidden Markov models. (1992). Leroux, Brian G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:127-143. Full description at Econpapers \|\| Download paper	66
22	1996	Multivariate regression estimation local polynomial fitting for time series. (1996). Masry, Elias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:65:y:1996:i:1:p:81-101. Full description at Econpapers \|\| Download paper	65
23	1998	Selecting the optimal sample fraction in univariate extreme value estimation. (1998). Kaufmann, Edgar ; Drees, Holger. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:149-172. Full description at Econpapers \|\| Download paper	65
24	1989	Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes. (1989). de Vries, Casper ; Resnick, Sidney I. ; de Haan, Laurens ; Rootzen, Holger . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:32:y:1989:i:2:p:213-224. Full description at Econpapers \|\| Download paper	61
25	2011	Martingale representation theorem for the G-expectation. (2011). Zhang, Jianfeng ; Touzi, Nizar ; Soner, Mete H.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:2:p:265-287. Full description at Econpapers \|\| Download paper	61
26	1975	Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. (1975). Tweedie, Richard L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:3:y:1975:i:4:p:385-403. Full description at Econpapers \|\| Download paper	60
27	1992	M-estimation for autoregressions with infinite variance. (1992). Liu, Jian ; Davis, Richard A. ; Knight, Keith. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:145-180. Full description at Econpapers \|\| Download paper	60
28	2011	Locally stationary long memory estimation. (2011). Roueff, Franois ; von Sachs, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:4:p:813-844. Full description at Econpapers \|\| Download paper	60
29	1994	Subexponentiality of the product of independent random variables. (1994). Cline, D. B. H., ; Samorodnitsky, G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:1:p:75-98. Full description at Econpapers \|\| Download paper	59
30	1995	Utility maximization with partial information. (1995). Lakner, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:56:y:1995:i:2:p:247-273. Full description at Econpapers \|\| Download paper	59
31	2011	Stationarity and geometric ergodicity of BEKK multivariate GARCH models. (2011). Boussama, Farid ; Stelzer, Robert ; Fuchs, Florian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:10:p:2331-2360. Full description at Econpapers \|\| Download paper	59
32	1975	Importance of system components and fault tree events. (1975). Proschan, Frank ; Barlow, Richard E.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:3:y:1975:i:2:p:153-173. Full description at Econpapers \|\| Download paper	58
33	2003	Lp solutions of backward stochastic differential equations. (2003). Delyon, B. ; Hu, Y. ; Stoica, L. ; PARDOUX, E. ; Briand, Ph., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:109-129. Full description at Econpapers \|\| Download paper	58
34	2005	Nonparametric regression estimation for dependent functional data: asymptotic normality. (2005). Masry, Elias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:115:y:2005:i:1:p:155-177. Full description at Econpapers \|\| Download paper	57
35	1990	Nonparametric regression with long-range dependence. (1990). HART, Jeffrey D. ; Hall, Peter. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:36:y:1990:i:2:p:339-351. Full description at Econpapers \|\| Download paper	55
36	2008	Solvability of backward stochastic differential equations with quadratic growth. (2008). Tevzadze, Revaz . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:3:p:503-515. Full description at Econpapers \|\| Download paper	54
37	1995	On pathwise stochastic integration. (1995). Karandikar, Rajeeva L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:57:y:1995:i:1:p:11-18. Full description at Econpapers \|\| Download paper	53
38	1994	Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. (1994). Roberts, G. O. ; Smith, A. F. M., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:2:p:207-216. Full description at Econpapers \|\| Download paper	52
39	1993	Risk theory in a stochastic economic environment. (1993). Paulsen, Jostein . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:46:y:1993:i:2:p:327-361. Full description at Econpapers \|\| Download paper	51
40	2014	Occupation times of intervals until first passage times for spectrally negative LÃÂ©vy processes. (2014). Renaud, Jean-Franois ; Zhou, Xiaowen ; Loeffen, Ronnie L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:3:p:1408-1435. Full description at Econpapers \|\| Download paper	48
41	2000	Optimal portfolios for logarithmic utility. (2000). Kallsen, Jan ; Goll, Thomas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:89:y:2000:i:1:p:31-48. Full description at Econpapers \|\| Download paper	48
42	2002	On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (2002). Delarue, Franois . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:2:p:209-286. Full description at Econpapers \|\| Download paper	48
43	2013	Some limit theorems for Hawkes processes and application to financial statistics. (2013). Hoffmann, Marc ; Bacry, E. ; Delattre, S. ; Muzy, J. F.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2475-2499. Full description at Econpapers \|\| Download paper	48
44	2007	Stability of utility-maximization in incomplete markets. (2007). Zitkovic, Gordan ; Larsen, Kasper. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:11:p:1642-1662. Full description at Econpapers \|\| Download paper	47
45	2007	A forward scheme for backward SDEs. (2007). Denk, Robert ; Bender, Christian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:12:p:1793-1812. Full description at Econpapers \|\| Download paper	46
46	2010	What happens after a default: The conditional density approach. (2010). Jeanblanc, Monique ; Jiao, Ying ; el Karoui, Nicole. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:120:y:2010:i:7:p:1011-1032. Full description at Econpapers \|\| Download paper	46
47	2013	Constructing sublinear expectations on path space. (2013). Nutz, Marcel ; van Handel, Ramon . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:8:p:3100-3121. Full description at Econpapers \|\| Download paper	46
48	2006	Backward stochastic differential equations with jumps and related non-linear expectations. (2006). Royer, Manuela . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:10:p:1358-1376. Full description at Econpapers \|\| Download paper	45
49	2009	Time consistent dynamic risk processes. (2009). Bion-Nadal, Jocelyne . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:2:p:633-654. Full description at Econpapers \|\| Download paper	44
50	2011	Occupation times of spectrally negative LÃÂ©vy processes with applications. (2011). Landriault, David ; Zhou, Xiaowen ; Renaud, Jean-Franois. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:11:p:2629-2641. Full description at Econpapers \|\| Download paper	44

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1981	Martingales and stochastic integrals in the theory of continuous trading. (1981). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260. Full description at Econpapers \|\| Download paper	68
2	2009	Microstructure noise in the continuous case: The pre-averaging approach. (2009). Podolskij, Mark ; Jacod, Jean ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276. Full description at Econpapers \|\| Download paper	47
3	2002	Environmental Brownian noise suppresses explosions in population dynamics. (2002). Renshaw, Eric ; Mao, Xuerong ; Marion, Glenn . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:1:p:95-110. Full description at Econpapers \|\| Download paper	37
4	2004	Dynamic coherent risk measures. (2004). Riedel, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:112:y:2004:i:2:p:185-200. Full description at Econpapers \|\| Download paper	27
5	2008	Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. (2008). Peng, Shige. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:12:p:2223-2253. Full description at Econpapers \|\| Download paper	23
6	2011	Stationarity and geometric ergodicity of BEKK multivariate GARCH models. (2011). Boussama, Farid ; Stelzer, Robert ; Fuchs, Florian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:10:p:2331-2360. Full description at Econpapers \|\| Download paper	21
7	2019	Affine representations of fractional processes with applications in mathematical finance. (2019). Stefanovits, David ; Harms, Philipp. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:4:p:1185-1228. Full description at Econpapers \|\| Download paper	21
8	1998	Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:263-286. Full description at Econpapers \|\| Download paper	19
9	1996	On the Kullback-Leibler information divergence of locally stationary processes. (1996). Dahlhaus, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:62:y:1996:i:1:p:139-168. Full description at Econpapers \|\| Download paper	18
10	2004	Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. (2004). Bouchard, Bruno ; Touzi, Nizar. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:111:y:2004:i:2:p:175-206. Full description at Econpapers \|\| Download paper	18
11	2008	Solvability of backward stochastic differential equations with quadratic growth. (2008). Tevzadze, Revaz . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:3:p:503-515. Full description at Econpapers \|\| Download paper	17
12	2016	Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. (2016). Hu, Ying ; Tang, Shanjian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:4:p:1066-1086. Full description at Econpapers \|\| Download paper	16
13	2013	Some limit theorems for Hawkes processes and application to financial statistics. (2013). Hoffmann, Marc ; Bacry, E. ; Delattre, S. ; Muzy, J. F.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2475-2499. Full description at Econpapers \|\| Download paper	15
14	1999	A new weak dependence condition and applications to moment inequalities. (1999). Doukhan, Paul ; Louhichi, Sana . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:84:y:1999:i:2:p:313-342. Full description at Econpapers \|\| Download paper	14
15	2002	Regular variation of GARCH processes. (2002). Basrak, Bojan ; Mikosch, Thomas ; Davis, Richard A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:1:p:95-115. Full description at Econpapers \|\| Download paper	14
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2022	Strict Kantorovich contractions for Markov chains and Euler schemes with general noise. (2022). Wang, Jian ; Majka, Mateusz B ; Huang, Lu-Jing. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:151:y:2022:i:c:p:307-341. Full description at Econpapers \|\| Download paper
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2022	Multivariate Stochastic Volatility Models and Large Deviation Principles. (2022). Gulisashvili, Archil. In: Papers. RePEc:arx:papers:2203.09015. Full description at Econpapers \|\| Download paper
2022	Local volatility under rough volatility. (2022). Pigato, Paolo ; Friz, Peter K ; de Marco, Stefano ; Bourgey, Florian. In: Papers. RePEc:arx:papers:2204.02376. Full description at Econpapers \|\| Download paper
2022	Short-time asymptotics for non self-similar stochastic volatility models. (2022). Pigato, Paolo ; Pacchiarotti, Barbara ; Giorgio, Giacomo. In: Papers. RePEc:arx:papers:2204.10103. Full description at Econpapers \|\| Download paper
2022	Long-time behavior of SSEP with slow boundary. (2022). Zhao, Linjie. In: Statistics & Probability Letters. RePEc:eee:stapro:v:185:y:2022:i:c:s0167715222000530. Full description at Econpapers \|\| Download paper
2022	Moving average Multifractional Processes with Random Exponent: Lower bounds for local oscillations. (2022). Bouly, Florent ; Ayache, Antoine. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:146:y:2022:i:c:p:143-163. Full description at Econpapers \|\| Download paper
2022	Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data. (2022). Wang, H ; Linton, O ; Bu, R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2218. Full description at Econpapers \|\| Download paper
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2022	Asymptotic Normality for the Fourier spot volatility estimator in the presence of microstructure noise. (2022). Toscano, Giacomo ; Mariotti, Tommaso ; Mancino, Maria Elvira. In: Papers. RePEc:arx:papers:2209.08967. Full description at Econpapers \|\| Download paper
2022	Transportation cost inequalities for SDEs with irregular drifts. (2022). Zhang, Shao-Qin ; Yuan, Chenggui ; Suo, Yongqiang . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:144:y:2022:i:c:p:288-311. Full description at Econpapers \|\| Download paper
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2022	Mean-field limits for non-linear Hawkes processes with excitation and inhibition. (2022). Pfaffelhuber, P ; Stiefel, J ; Rotter, S. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:153:y:2022:i:c:p:57-78. Full description at Econpapers \|\| Download paper
2022	Stability of the Weak Martingale Optimal Transport Problem. (2021). Pammer, Gudmund ; Margheriti, William ; Jourdain, Benjamin ; Beiglbock, Mathias. In: Papers. RePEc:arx:papers:2109.06322. Full description at Econpapers \|\| Download paper
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2022	Cooling down stochastic differential equations: Almost sure convergence. (2022). Kassing, Sebastian ; Dereich, Steffen. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:152:y:2022:i:c:p:289-311. Full description at Econpapers \|\| Download paper
2022	Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons. (2022). Piccioni, M ; Nappo, G ; Galves, A ; de Santis, E. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:149:y:2022:i:c:p:224-247. Full description at Econpapers \|\| Download paper
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2022	What if we knew what the future brings?. (2021). , Mikl'Os ; Dolinsky, Yan ; Bank, Peter. In: Papers. RePEc:arx:papers:2108.04291. Full description at Econpapers \|\| Download paper
2022	Dividend and Capital Injection Optimization with Transaction Cost for LÃ©vy Risk Processes. (2022). Wu, Xueyuan ; Chen, Ping ; Wang, Yuebao. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:194:y:2022:i:3:d:10.1007_s10957-022-02057-4. Full description at Econpapers \|\| Download paper
2022	Convergence rate for a class of supercritical superprocesses. (2022). Song, Renming ; Ren, Yan-Xia ; Liu, Rongli. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:154:y:2022:i:c:p:286-327. Full description at Econpapers \|\| Download paper
2022	Constrained optimal stopping under a regime-switching model. (2022). Takenaka, Masahiko ; Arai, Takuji. In: Papers. RePEc:arx:papers:2204.07914. Full description at Econpapers \|\| Download paper
2022	Queue input estimation from discrete workload observations. (2022). Ravner, Liron. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09778-3. Full description at Econpapers \|\| Download paper
2022	Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime. (2022). Pang, Guodong ; Li, BO. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:143:y:2022:i:c:p:285-339. Full description at Econpapers \|\| Download paper
2022	Limit theorems for a discrete-time marked Hawkes process. (2022). Wang, Haixu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:184:y:2022:i:c:s0167715222000037. Full description at Econpapers \|\| Download paper
2022	Linear competition processes and generalized PÃ³lya urns with removals. (2022). Volkov, Stanislav ; Shcherbakov, Vadim ; Popov, Serguei. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:144:y:2022:i:c:p:125-152. Full description at Econpapers \|\| Download paper
2022	Unique quasi-stationary distribution, with a possibly stabilizing extinction. (2022). Velleret, Aurelien. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:148:y:2022:i:c:p:98-138. Full description at Econpapers \|\| Download paper
2022	Survival probability for super-Brownian motion with absorption. (2022). Zhu, Yaping ; Li, Zenghu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:186:y:2022:i:c:s0167715222000566. Full description at Econpapers \|\| Download paper
2022	On the stability of the stochastic gradient Langevin algorithm with dependent data stream. (2022). Tikosi, Kinga ; Rasonyi, Miklos. In: Statistics & Probability Letters. RePEc:eee:stapro:v:182:y:2022:i:c:s0167715221002789. Full description at Econpapers \|\| Download paper
2022	Some properties of solutions of ItÃ´ equations with drift in Ld+1. (2022). Krylov, N V. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:147:y:2022:i:c:p:363-387. Full description at Econpapers \|\| Download paper
2022	Uniform in time propagation of chaos for a Moran model. (2022). Corujo, Josue ; Cloez, Bertrand. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:154:y:2022:i:c:p:251-285. Full description at Econpapers \|\| Download paper
2022	The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432. Full description at Econpapers \|\| Download paper
2022	On ruin probabilities with investments in a risky asset with a regime-switching price. (2022). Pergamenshchikov, Sergey ; Kabanov, Yuri . In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:4:d:10.1007_s00780-022-00483-w. Full description at Econpapers \|\| Download paper
2022	From PH/MAP to ME/RAP. (2022). Bladt, Mogens ; Asmussen, Soren. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09755-w. Full description at Econpapers \|\| Download paper
2022	Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps. (2022). Yin, George ; Wen, Zhexin ; Qian, Hongjiang. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:25:y:2022:i:1:d:10.1007_s11203-021-09267-z. Full description at Econpapers \|\| Download paper
2022	Harvesting of a Stochastic Population Under a Mixed Regular-Singular Control Formulation. (2022). Yin, George ; Tran, Ky Q. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:195:y:2022:i:3:d:10.1007_s10957-022-02127-7. Full description at Econpapers \|\| Download paper
2022	Skorohod and Stratonovich integrals for controlled processes. (2022). Song, Jian ; Tindel, Samy. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:150:y:2022:i:c:p:569-595. Full description at Econpapers \|\| Download paper
2022	On the role of skewness and kurtosis in tempered stable (CGMY) LÃ©vy models in finance. (2022). Asmussen, Soren. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:3:d:10.1007_s00780-022-00482-x. Full description at Econpapers \|\| Download paper
2022	A note on the conditional probabilities of the telegraph process. (2022). Cinque, Fabrizio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:185:y:2022:i:c:s0167715222000384. Full description at Econpapers \|\| Download paper
2022	Short-time expansion of characteristic functions in a rough volatility setting with applications. (2022). Todorov, Viktor ; Chong, Carsten. In: Papers. RePEc:arx:papers:2208.00830. Full description at Econpapers \|\| Download paper
2022	Dynamics of a reaction-diffusion rumor propagation model with non-smooth control. (2022). Shi, Lei ; Wu, Peng ; Zhu, Linhe ; Ke, Yue. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:435:y:2022:i:c:s0096300322005525. Full description at Econpapers \|\| Download paper
2022	Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return. (2022). Dammann, Felix ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2202.10414. Full description at Econpapers \|\| Download paper
2022	Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return. (2022). Ferrari, Giorgio ; Dammann, Felix. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:663. Full description at Econpapers \|\| Download paper
2022	Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics. (2022). Colaneri, Katia ; Calvia, Alessandro ; Bandini, Elena. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:151:y:2022:i:c:p:396-435. Full description at Econpapers \|\| Download paper
2022	Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise. (2022). Kim, Hyun-Jung ; Cialenco, Igor. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:143:y:2022:i:c:p:1-30. Full description at Econpapers \|\| Download paper
2022	A weak law of large numbers for realised covariation in a Hilbert space setting. (2022). , Almut ; Schroers, Dennis ; Benth, Fred Espen. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:145:y:2022:i:c:p:241-268. Full description at Econpapers \|\| Download paper
2022	The truncated EulerâMaruyama method for CIR model driven by fractional Brownian motion. (2022). Yang, Hongfu ; Wang, Yanxia ; Gao, Xiangyu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:189:y:2022:i:c:s0167715222001262. Full description at Econpapers \|\| Download paper
2022	Path decomposition of a reflected LÃ©vy process on first passage over high levels. (2022). Griffin, Philip S. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:145:y:2022:i:c:p:29-47. Full description at Econpapers \|\| Download paper
2022	Fair pricing and hedging under small perturbations of the num\eraire on a finite probability space. (2022). Pozdnyakov, Alexey ; Mostovyi, Oleksii ; Hintz, Delphine ; Busching, William. In: Papers. RePEc:arx:papers:2208.09898. Full description at Econpapers \|\| Download paper
2022	Existence of optimal controls for stochastic Volterra equations. (2022). Serrano, Rafael ; Pulido, Sergio. In: Papers. RePEc:arx:papers:2207.05169. Full description at Econpapers \|\| Download paper
2022	Existence of optimal controls for stochastic Volterra equations. (2022). Serrano, Rafael ; Pulido, Sergio ; Cardenas, Andres. In: Working Papers. RePEc:hal:wpaper:hal-03720342. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Volterra square-root process: Stationarity and regularity of the law. (2022). Friesen, Martin ; Jin, Peng. In: Papers. RePEc:arx:papers:2203.08677. Full description at Econpapers \|\| Download paper
2022	Variance Bounding of Delayed-Acceptance Kernels. (2022). Lee, Anthony ; Sherlock, Chris. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09914-1. Full description at Econpapers \|\| Download paper
2022	Reflected Brownian motion in the quarter plane: An equivalence based on time reversal. (2022). Harrison, Michael J. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:150:y:2022:i:c:p:1189-1203. Full description at Econpapers \|\| Download paper
2022	A dual skew symmetry for transient reflected Brownian motion in an orthant. (2022). Raschel, Kilian ; Franceschi, Sandro. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:102:y:2022:i:1:d:10.1007_s11134-022-09853-9. Full description at Econpapers \|\| Download paper
2022	Vulnerable European and American Options in a Market Model with Optional Hazard Process. (2022). Rutkowski, Marek ; Liu, Ruyi. In: Papers. RePEc:arx:papers:2212.12860. Full description at Econpapers \|\| Download paper
2022	Stationarity and uniform in time convergence for the graphon particle system. (2022). Bayraktar, Erhan ; Wu, Ruoyu. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:150:y:2022:i:c:p:532-568. Full description at Econpapers \|\| Download paper
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Recent citations received in 2022

Year	Citing document
2022	Short-time asymptotics for non self-similar stochastic volatility models. (2022). Pigato, Paolo ; Pacchiarotti, Barbara ; Giorgio, Giacomo. In: Papers. RePEc:arx:papers:2204.10103. Full description at Econpapers \|\| Download paper
2022	Approximate optimality and the risk/reward tradeoff in a class of bandit problems. (2022). Zhang, Guodong ; Epstein, Larry G ; Chen, Zengjing. In: Papers. RePEc:arx:papers:2210.08077. Full description at Econpapers \|\| Download paper
2022	Optimal stopping of Gauss-Markov bridges. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835. Full description at Econpapers \|\| Download paper
2022	Robustness of Hilbert space-valued stochastic volatility models. (2022). Eyjolfsson, Heidar ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:2211.16071. Full description at Econpapers \|\| Download paper
2022	Reconstructing Volatility: Pricing of Index Options under Rough Volatility. (2022). Wagenhofer, Thomas ; Friz, Peter K. In: Papers. RePEc:arx:papers:2212.07817. Full description at Econpapers \|\| Download paper
2022	Long bet will lose: demystifying seemingly fair gambling via two-armed Futurity bandit. (2022). Yan, Xiaodong ; Wang, Wei ; Liang, Huaijin ; Chen, Zengjing. In: Papers. RePEc:arx:papers:2212.11766. Full description at Econpapers \|\| Download paper
2022	Vulnerable European and American Options in a Market Model with Optional Hazard Process. (2022). Rutkowski, Marek ; Liu, Ruyi. In: Papers. RePEc:arx:papers:2212.12860. Full description at Econpapers \|\| Download paper
2022	Distribution dependent SDEs driven by fractional Brownian motions. (2022). Yuan, Chenggui ; Suo, Yongqiang ; Huang, Xing ; Fan, Xiliang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:151:y:2022:i:c:p:23-67. Full description at Econpapers \|\| Download paper
2022	On ruin probabilities with investments in a risky asset with a regime-switching price. (2022). Pergamenshchikov, Sergey ; Kabanov, Yuri . In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:4:d:10.1007_s00780-022-00483-w. Full description at Econpapers \|\| Download paper
2022	Harvesting of a Stochastic Population Under a Mixed Regular-Singular Control Formulation. (2022). Yin, George ; Tran, Ky Q. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:195:y:2022:i:3:d:10.1007_s10957-022-02127-7. Full description at Econpapers \|\| Download paper
2022	A dual skew symmetry for transient reflected Brownian motion in an orthant. (2022). Raschel, Kilian ; Franceschi, Sandro. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:102:y:2022:i:1:d:10.1007_s11134-022-09853-9. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Callable convertible bonds under liquidity constraints. (2021). Sun, Haodong ; Liang, Gechun ; Hobson, David. In: Papers. RePEc:arx:papers:2111.02554. Full description at Econpapers \|\| Download paper
2021	Large deviations for fractional volatility models with non-Gaussian volatility driver. (2021). Gulisashvili, Archil ; Gerstenecker, Christoph ; Gerhold, Stefan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:580-600. Full description at Econpapers \|\| Download paper
2021	Transportation cost inequality for backward stochastic differential equations with mean reflection. (2021). Li, Ruinan ; Dai, Yin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001292. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	SPHARMA approximations for stationary functional time series on the sphere. (2021). Caponera, Alessia. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09244-6. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Stability of the indirect utility process. (2020). Mostovyi, Oleksii. In: Papers. RePEc:arx:papers:2002.09445. Full description at Econpapers \|\| Download paper
2020	Large deviation principles for stochastic volatility models with reflection and three faces of the Stein and Stein model. (2020). Gulisashvili, Archil. In: Papers. RePEc:arx:papers:2006.15431. Full description at Econpapers \|\| Download paper
2020	Quasi?stationary Monte Carlo and the ScaLE algorithm. (2020). Johansen, Adam ; Fearnhead, Paul ; Pollock, Murray ; Roberts, Gareth O. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:5:p:1167-1221. Full description at Econpapers \|\| Download paper
2020	A non-homogeneous Markov early epidemic growth dynamics model. Application to the SARS-CoV-2 pandemic. (2020). Moreno, Veronica ; Pena, Gabriel ; Barraza, Nestor Ruben. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920306937. Full description at Econpapers \|\| Download paper
2020	Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model. (2020). Deng, Guohe. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:141:y:2020:i:c:s0960077920308043. Full description at Econpapers \|\| Download paper
2020	Semigroup properties of solutions of SDEs driven by LÃ©vy processes with independent coordinates. (2020). Ryznar, Micha ; Kulczycki, Tadeusz. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:12:p:7185-7217. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Adapted Wasserstein distances and stability in mathematical finance. (2020). Eder, Manu ; Beiglbock, Mathias ; Bartl, Daniel ; Backhoff-Veraguas, Julio. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:3:d:10.1007_s00780-020-00426-3. Full description at Econpapers \|\| Download paper
2020	Optimal reduction of public debt under partial observation of the economic growth. (2020). Ferrari, Giorgio ; Ceci, Claudia ; Callegaro, Giorgia. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00438-z. Full description at Econpapers \|\| Download paper
2020	Optimal dividends and capital injection under dividend restrictions. (2020). Lindskog, Filip ; Lindensjo, Kristoffer. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:92:y:2020:i:3:d:10.1007_s00186-020-00720-y. Full description at Econpapers \|\| Download paper
2020	Optimal iterative threshold-kernel estimation of jump diffusion processes. (2020). Nisen, Jeffrey ; Li, Cheng ; Figueroa-Lopez, Jose E. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:3:d:10.1007_s11203-020-09211-7. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1907.04046. Full description at Econpapers \|\| Download paper
2019	Portfolio optimisation under rough Heston models. (2019). Duthie, Benjamin James. In: Papers. RePEc:arx:papers:1909.02972. Full description at Econpapers \|\| Download paper
2019	Infinite dimensional polynomial processes. (2019). Svaluto-Ferro, Sara ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:1911.02614. Full description at Econpapers \|\| Download paper
2019	The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics. (2019). Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:1911.12969. Full description at Econpapers \|\| Download paper
2019	Covers universal portfolio, stochastic portfolio theory, and the numÃÂ©raire portfolio. (2019). Wong, Tingkam Leonard ; Schachermayer, Walter ; Cuchiero, Christa. In: Mathematical Finance. RePEc:bla:mathfi:v:29:y:2019:i:3:p:773-803. Full description at Econpapers \|\| Download paper
2019	A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus. (2019). Toshihiro, Yamada ; Riu, Naito. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:25:y:2019:i:4:p:341-361:n:6. Full description at Econpapers \|\| Download paper
2019	. Full description at Econpapers \|\| Download paper
2019	Modeling financial interval time series. (2019). Sun, Li-Hsien ; Lin, Liang-Ching. In: PLOS ONE. RePEc:plo:pone00:0211709. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Stochastic Processes and their Applications / Elsevier	46	1576
2	Papers / arXiv.org	85	1239
3			451
4	Statistics & Probability Letters / Elsevier	34	401
5			215
6	Finance and Stochastics / Springer	53	176
7	Journal of Econometrics / Elsevier	227	157
8	Methodology and Computing in Applied Probability / Springer	15	146
9	Statistical Inference for Stochastic Processes / Springer	15	141
10	Physica A: Statistical Mechanics and its Applications / Elsevier	72	105
11	Applied Mathematics and Computation / Elsevier	28	101